| Package | Description |
|---|---|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| Modifier and Type | Method and Description |
|---|---|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this sensitivity to an equivalent in the specified currency.
|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.getSensitivity(MarketDataName<?> name)
Returns the sensitivity to the market data specified by
name. |
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivities.getSensitivity(MarketDataName<?> name,
Currency currency)
Gets a single sensitivity instance by name and currency.
|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivities.getSensitivity(MarketDataName<?> nameFirst,
MarketDataName<?> nameSecond,
Currency currency)
Gets a single sensitivity instance by names and currency.
|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.mapSensitivity(DoubleUnaryOperator operator)
Returns an instance with the specified operation applied to the sensitivity values.
|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.multipliedBy(double factor)
Returns an instance with the sensitivity values multiplied by the specified factor.
|
static CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
Currency currency,
DoubleMatrix sensitivity)
Obtains an instance from the market data name, metadata, currency and sensitivity.
|
static CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order,
Currency currency,
DoubleMatrix sensitivity)
Obtains an instance from the market data names, metadatas, currency and sensitivity.
|
static CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
MarketDataName<?> marketDataNameOther,
List<? extends ParameterMetadata> parameterMetadataOther,
Currency currency,
DoubleMatrix sensitivity)
Obtains an instance from the market data names, metadatas, currency and sensitivity.
|
CrossGammaParameterSensitivity |
CrossGammaParameterSensitivity.withSensitivity(DoubleMatrix sensitivity)
Returns an instance with new parameter sensitivity values.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CrossGammaParameterSensitivity> |
CrossGammaParameterSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CrossGammaParameterSensitivity> |
CrossGammaParameterSensitivity.Meta.builder() |
Optional<CrossGammaParameterSensitivity> |
CrossGammaParameterSensitivities.findSensitivity(MarketDataName<?> name,
Currency currency)
Finds a single sensitivity instance by name and currency.
|
ImmutableList<CrossGammaParameterSensitivity> |
CrossGammaParameterSensitivities.getSensitivities()
Gets the parameter sensitivities.
|
org.joda.beans.MetaProperty<ImmutableList<CrossGammaParameterSensitivity>> |
CrossGammaParameterSensitivities.Meta.sensitivities()
The meta-property for the
sensitivities property. |
| Modifier and Type | Method and Description |
|---|---|
CrossGammaParameterSensitivities |
CrossGammaParameterSensitivities.combinedWith(CrossGammaParameterSensitivity other)
Combines this parameter sensitivities with another instance.
|
int |
CrossGammaParameterSensitivity.compareKey(CrossGammaParameterSensitivity other)
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
|
static CrossGammaParameterSensitivities |
CrossGammaParameterSensitivities.of(CrossGammaParameterSensitivity... sensitivities)
Obtains an instance from an array of sensitivity entries.
|
static CrossGammaParameterSensitivities |
CrossGammaParameterSensitivities.of(CrossGammaParameterSensitivity sensitivity)
Obtains an instance from a single sensitivity entry.
|
| Modifier and Type | Method and Description |
|---|---|
static CrossGammaParameterSensitivities |
CrossGammaParameterSensitivities.of(List<? extends CrossGammaParameterSensitivity> sensitivities)
Obtains an instance from a list of sensitivity entries.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.